+942.3%
MSTR vs SE
+589.8%
+352.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | -6.1% | +18.3% | +14.9% |
| 30D | +45.2% | -2.5% | +47.6% | +45.3% |
| 3M | +10.4% | +21.7% | -11.3% | +0.5% |
| 6M | -2.5% | +27.0% | -29.5% | -14.2% |
| YTD | -6.0% | -12.1% | +6.1% | -5.2% |
| 1Y | -56.4% | -40.9% | -15.5% | -48.2% |
| 3Y | +306.3% | +191.0% | +115.3% | +146.1% |
| 5Y | +100.5% | -68.3% | +168.8% | +116.8% |
| All | +942.3% | +589.8% | +352.6% | +620.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling